Displaying 201 – 220 of 927

Showing per page

Equivalent cost functionals and stochastic linear quadratic optimal control problems

Zhiyong Yu (2013)

ESAIM: Control, Optimisation and Calculus of Variations

This paper is concerned with the stochastic linear quadratic optimal control problems (LQ problems, for short) for which the coefficients are allowed to be random and the cost functionals are allowed to have negative weights on the square of control variables. We propose a new method, the equivalent cost functional method, to deal with the LQ problems. Comparing to the classical methods, the new method is simple, flexible and non-abstract. The new method can also be applied to deal with nonlinear...

Error estimates for finite element approximations of elliptic control problems

Walter Alt, Nils Bräutigam, Arnd Rösch (2007)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

We investigate finite element approximations of one-dimensional elliptic control problems. For semidiscretizations and full discretizations with piecewise constant controls we derive error estimates in the maximum norm.

Error estimates for the numerical approximation of semilinear elliptic control problems with finitely many state constraints

Eduardo Casas (2002)

ESAIM: Control, Optimisation and Calculus of Variations

The goal of this paper is to derive some error estimates for the numerical discretization of some optimal control problems governed by semilinear elliptic equations with bound constraints on the control and a finitely number of equality and inequality state constraints. We prove some error estimates for the optimal controls in the L norm and we also obtain error estimates for the Lagrange multipliers associated to the state constraints as well as for the optimal states and optimal adjoint states....

Error Estimates for the Numerical Approximation of Semilinear Elliptic Control Problems with Finitely Many State Constraints

Eduardo Casas (2010)

ESAIM: Control, Optimisation and Calculus of Variations

The goal of this paper is to derive some error estimates for the numerical discretization of some optimal control problems governed by semilinear elliptic equations with bound constraints on the control and a finitely number of equality and inequality state constraints. We prove some error estimates for the optimal controls in the L∞ norm and we also obtain error estimates for the Lagrange multipliers associated to the state constraints as well as for the optimal states and optimal adjoint states. ...

Event-triggered design for multi-agent optimal consensus of Euler-Lagrangian systems

Xue-Fang Wang, Zhenhua Deng, Song Ma, Xian Du (2017)

Kybernetika

In this paper, a distributed optimal consensus problem is investigated to achieve the optimization of the sum of local cost function for a group of agents in the Euler-Lagrangian (EL) system form. We consider that the local cost function of each agent is only known by itself and cannot be shared with others, which brings challenges in this distributed optimization problem. A novel gradient-based distributed continuous-time algorithm with the parameters of EL system is proposed, which takes the distributed...

Examples from the calculus of variations. I. Nondegenerate problems

Jan Chrastina (2000)

Mathematica Bohemica

The criteria of extremality for classical variational integrals depending on several functions of one independent variable and their derivatives of arbitrary orders for constrained, isoperimetrical, degenerate, degenerate constrained, and so on, cases are investigated by means of adapted Poincare-Cartan forms. Without ambitions on a noble generalizing theory, the main part of the article consists of simple illustrative examples within a somewhat naive point of view in order to obtain results resembling...

Examples from the calculus of variations. III. Legendre and Jacobi conditions

Jan Chrastina (2001)

Mathematica Bohemica

We will deal with a new geometrical interpretation of the classical Legendre and Jacobi conditions: they are represented by the rate and the magnitude of rotation of certain linear subspaces of the tangent space around the tangents to the extremals. (The linear subspaces can be replaced by conical subsets of the tangent space.) This interpretation can be carried over to nondegenerate Lagrange problems but applies also to the degenerate variational integrals mentioned in the preceding Part II.

Examples from the calculus of variations. IV. Concluding review

Jan Chrastina (2001)

Mathematica Bohemica

Variational integrals containing several functions of one independent variable subjected moreover to an underdetermined system of ordinary differential equations (the Lagrange problem) are investigated within a survey of examples. More systematical discussion of two crucial examples from Part I with help of the methods of Parts II and III is performed not excluding certain instructive subcases to manifest the significant role of generalized Poincaré-Cartan forms without undetermined multipliers....

Currently displaying 201 – 220 of 927